+41.9%
CVX vs WST
-15.4%
+57.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | +3.3% | +0.7% | +2.6% | +3.3% |
| 30D | +12.9% | -3.1% | +16.0% | +13.0% |
| 3M | +11.7% | +7.2% | +4.5% | +11.3% |
| 6M | +14.1% | +36.8% | -22.7% | +12.4% |
| YTD | +40.7% | +23.8% | +16.8% | +39.1% |
| 1Y | +37.5% | +37.8% | -0.3% | +35.2% |
| All | +41.9% | -15.4% | +57.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling